Package net.finmath.smartcontract.product.xml

Class Swaption

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Swaption
public class Swaption extends Product
A type to define an option on a swap.

Java class for Swaption complex type.

The following schema fragment specifies the expected content contained within this class. 

 <complexType name="Swaption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
         <element ref="{http://www.fpml.org/FpML-5/confirmation}exercise"/>
         <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
         <element name="calculationAgent" type="{http://www.fpml.org/FpML-5/confirmation}CalculationAgent" minOccurs="0"/>
         <choice minOccurs="0">
           <element name="cashSettlement" type="{http://www.fpml.org/FpML-5/confirmation}CashSettlement"/>
           <element name="physicalSettlement" type="{http://www.fpml.org/FpML-5/confirmation}SwaptionPhysicalSettlement"/>
         </choice>
         <element name="swaptionStraddle" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
         <element name="swaptionAdjustedDates" type="{http://www.fpml.org/FpML-5/confirmation}SwaptionAdjustedDates" minOccurs="0"/>
         <element name="swap" type="{http://www.fpml.org/FpML-5/confirmation}Swap"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>